Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48433.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46736.62 Kr¶

PnL: ---------------------------------------> 379.62 Kr¶

DD now: ---------------------------------> -8.824 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 16:58:06.854186'

Anic Portfolio¶

Today¶

Return: 0.7 %¶

This Week¶

Return: 0.415 %¶

Total portfolio value¶

Return including deposits: 58.558 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 3.870000 5836.800000 139.800000 2.450000 5697.000000
Investor B 27 0.940000 5819.850000 128.850000 2.260000 5691.000006
Vitec Software Group B 2 2.400000 1194.000000 107.000000 9.840000 1087.000000
EnQuest PLC 2351 -1.980000 5806.970000 93.970000 1.640000 5713.000530
Lindab International 35 1.380000 5677.000000 84.000000 1.500000 5593.000000
Tethys Oil 109 1.820000 5913.250000 2.250000 0.040000 5911.000022
Volvo B 25 0.400000 5688.750000 -54.250000 -0.940000 5743.000000
AQ Group 12 -0.690000 5208.000000 -55.000000 -1.050000 5262.999996
Volvo A 24 0.090000 5592.000000 -67.000000 -1.180000 5659.000008
TOTAL 46736.620000 379.620000 -8.82357% 46357.000562

Updated:¶

'2023-08-10 16:58:23.707658'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶